Last Update: 22 Oct 2019 20:15 GMT+0
The Egypt 10Y Government Bond has a 14.922% yield.
10 Years vs 2 Years bond spread is -35.9 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 13.25% (last modification in September 2019).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 308.02 and implied probability of default is 5.13%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -14.4 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -35.9 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 13.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 308.02 | +0.92 % | +9.73 % | -15.42 % | 5.13 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 16.902% | +80.1 bp | -62.8 bp | ||||||
| 6 months | 16.654% | +85.3 bp | -87.6 bp | ||||||
| 9 months | 16.010% | +50.5 bp | -149.7 bp | ||||||
| 1 year | 15.353% | -57.5 bp | -202.3 bp | 86.69 | +0.50 % | +1.75 % | |||
| 2 years | 15.281% | -11.8 bp | -178.9 bp | 75.25 | +0.21 % | +3.14 % | |||
| 3 years | 15.193% | +16.9 bp | -163.4 bp | 65.42 | -0.44 % | +4.32 % | |||
| 5 years | 15.137% | +61.5 bp | -144.5 bp | 49.42 | -2.64 % | +6.44 % | |||
| 7 years | 14.937% | +69.8 bp | -158.7 bp | 37.74 | -4.16 % | +10.09 % | |||
| 10 years | 14.922% | +91.2 bp | -152.8 bp | 24.89 | -7.64 % | +14.12 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 14.922% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1528.8 bp | +75.3 | -113.8 | ||
| Japan 10Y | 1504.8 bp | +82.3 | -143.1 | ||
| France 10Y | 1499.0 bp | +75.9 | -109.0 | ||
| Spain 10Y | 1466.2 bp | +90.4 | -72.5 | ||
| United Kingdom 10Y | 1421.0 bp | +82.4 | -104.9 | ||
| Italy 10Y | 1390.2 bp | +82.3 | +4.9 | ||
| Australia 10Y | 1377.2 bp | +78.0 | -72.8 | ||
| Canada 10Y | 1339.6 bp | +77.3 | -126.6 | ||
| United States 10Y | 1315.2 bp | +86.4 | -71.3 | ||
| China 10Y | 1167.3 bp | +78.1 | -135.8 | ||
| Russia 10Y | 844.2 bp | +144.2 | +24.2 | ||
| Brazil 10Y | 835.7 bp | +142.7 | +84.7 | ||
| India 10Y | 810.7 bp | +87.9 | -86.9 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 14.922% | 24.89 | 29.92 | 39.99 | 50.06 | 60.12 | 70.19 | |
| 7 years | 14.937% | 37.74 | 41.91 | 50.24 | 58.58 | 66.92 | 75.25 | |
| 5 years | 15.137% | 49.42 | 52.76 | 59.45 | 66.13 | 72.81 | 79.49 | |
| 3 years | 15.193% | 65.42 | 67.70 | 72.25 | 76.80 | 81.35 | 85.91 | |
| 2 years | 15.281% | 75.25 | 76.87 | 80.11 | 83.35 | 86.59 | 89.83 | |
| 1 year | 15.353% | 86.69 | 87.56 | 89.29 | 91.02 | 92.76 | 94.49 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||